Login Page - Create Account

Support Board


Date/Time: Sun, 19 May 2024 06:24:38 +0000



Post From: Fastest possible order routing service

[2020-06-09 18:15:20]
Sierra Chart Engineering - Posts: 104368
Suppose that I chose Sierra chart routing service, and provided that I deployed Sierra chart terminal at cross connect and co-located server at CME Aurora data center, will that setup up guaranteed me orders execution of sub millisecond, please?
Yes order routing should be sub millisecond but we cannot make any guarantees because this is outside of our control.

And what about the best market data feed suitable to Sierra chart order routing service? I guess you offer Denali data feed, correct? Is it real time no latency, non throttled, raw data feed, with CME microsecond data granularity, please?
Latency with the Denali data feed can be up to 20 ms. Potentially higher but not normally. An upcoming version of Sierra Chart will support millisecond timestamps but not microseconds.

If you really need zero latency for market data, you need to use the CME multicast feeds directly. We can put you in contact with a provider who can provide those to you and we can provide you a version of Sierra Chart that supports the CME multicast feeds directly. The cost of this version of Sierra Chart will be 250 USD per month.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing
Date Time Of Last Edit: 2020-06-09 18:16:27